NYMEX Light Sweet Crude Oil Future December 2010


Trading Metrics calculated at close of trading on 31-Aug-2010
Day Change Summary
Previous Current
30-Aug-2010 31-Aug-2010 Change Change % Previous Week
Open 77.62 76.67 -0.95 -1.2% 75.26
High 77.80 77.36 -0.44 -0.6% 77.55
Low 76.58 74.64 -1.94 -2.5% 72.35
Close 77.17 75.10 -2.07 -2.7% 77.30
Range 1.22 2.72 1.50 123.0% 5.20
ATR 1.94 1.99 0.06 2.9% 0.00
Volume 152,689 89,914 -62,775 -41.1% 369,423
Daily Pivots for day following 31-Aug-2010
Classic Woodie Camarilla DeMark
R4 83.86 82.20 76.60
R3 81.14 79.48 75.85
R2 78.42 78.42 75.60
R1 76.76 76.76 75.35 76.23
PP 75.70 75.70 75.70 75.44
S1 74.04 74.04 74.85 73.51
S2 72.98 72.98 74.60
S3 70.26 71.32 74.35
S4 67.54 68.60 73.60
Weekly Pivots for week ending 27-Aug-2010
Classic Woodie Camarilla DeMark
R4 91.33 89.52 80.16
R3 86.13 84.32 78.73
R2 80.93 80.93 78.25
R1 79.12 79.12 77.78 80.03
PP 75.73 75.73 75.73 76.19
S1 73.92 73.92 76.82 74.83
S2 70.53 70.53 76.35
S3 65.33 68.72 75.87
S4 60.13 63.52 74.44
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 77.80 72.35 5.45 7.3% 2.15 2.9% 50% False False 103,557
10 77.99 72.35 5.64 7.5% 1.93 2.6% 49% False False 88,029
20 84.45 72.35 12.10 16.1% 1.88 2.5% 23% False False 75,883
40 84.45 72.35 12.10 16.1% 1.98 2.6% 23% False False 59,016
60 84.45 72.35 12.10 16.1% 2.02 2.7% 23% False False 53,320
80 86.52 71.50 15.02 20.0% 2.20 2.9% 24% False False 54,130
100 93.55 71.50 22.05 29.4% 2.17 2.9% 16% False False 55,225
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.45
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 88.92
2.618 84.48
1.618 81.76
1.000 80.08
0.618 79.04
HIGH 77.36
0.618 76.32
0.500 76.00
0.382 75.68
LOW 74.64
0.618 72.96
1.000 71.92
1.618 70.24
2.618 67.52
4.250 63.08
Fisher Pivots for day following 31-Aug-2010
Pivot 1 day 3 day
R1 76.00 76.16
PP 75.70 75.80
S1 75.40 75.45

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These figures are updated between 7pm and 10pm EST after a trading day.

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